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In this paper, we present a novel method for computing the optimal feedback gain of the infinite-horizon Linear Quadratic Regulator (LQR) problem via an ordinary differential equation. We introduce a novel continuous-time Bellman error,…

Systems and Control · Electrical Eng. & Systems 2026-04-17 Armin Gießler , Albertus Johannes Malan , Sören Hohmann

The impact of softmax on the value function itself in reinforcement learning (RL) is often viewed as problematic because it leads to sub-optimal value (or Q) functions and interferes with the contraction properties of the Bellman operator.…

Machine Learning · Computer Science 2019-05-21 Zhao Song , Ronald E. Parr , Lawrence Carin

Temporal-difference (TD) learning is highly effective at controlling and evaluating an agent's long-term outcomes. Most approaches in this paradigm implement a semi-gradient update to boost the learning speed, which consists of ignoring the…

Machine Learning · Computer Science 2026-05-15 Théo Vincent , Kevin Gerhardt , Yogesh Tripathi , Habib Maraqten , Adam White , Martha White , Jan Peters , Carlo D'Eramo

The Whittle index policy is a heuristic that has shown remarkably good performance (with guaranteed asymptotic optimality) when applied to the class of problems known as Restless Multi-Armed Bandit Problems (RMABPs). In this paper we…

Artificial Intelligence · Computer Science 2024-06-05 Francisco Robledo Relaño , Vivek Borkar , Urtzi Ayesta , Konstantin Avrachenkov

This paper develops an inverse reinforcement learning algorithm aimed at recovering a reward function from the observed actions of an agent. We introduce a strategy to flexibly handle different types of actions with two approximations of…

Machine Learning · Computer Science 2017-07-26 Kun Li , Yanan Sui , Joel W. Burdick

In reinforcement learning, temporal difference-based algorithms can be sample-inefficient: for instance, with sparse rewards, no learning occurs until a reward is observed. This can be remedied by learning richer objects, such as a model of…

Machine Learning · Computer Science 2021-01-19 Léonard Blier , Corentin Tallec , Yann Ollivier

Advantage learning (AL) aims to improve the robustness of value-based reinforcement learning against estimation errors with action-gap-based regularization. Unfortunately, the method tends to be unstable in the case of function…

Machine Learning · Computer Science 2022-03-22 Yaozhong Gan , Zhe Zhang , Xiaoyang Tan

The Bellman equation and its continuous form, the Hamilton-Jacobi-Bellman equation, are ubiquitous in reinforcement learning and control theory. However, these equations become intractable for high-dimensional or nonlinear systems. This…

Artificial Intelligence · Computer Science 2026-05-04 Preston Rozwood , Edward Mehrez , Ludger Paehler , Wen Sun , Steven L. Brunton

We introduce a novel framework for analyzing reinforcement learning (RL) in continuous state-action spaces, and use it to prove fast rates of convergence in both off-line and on-line settings. Our analysis highlights two key stability…

Machine Learning · Computer Science 2024-01-11 Yaqi Duan , Martin J. Wainwright

We study tabular reinforcement learning problems with multiple steps of lookahead information. Before acting, the learner observes $\ell$ steps of future transition and reward realizations: the exact state the agent would reach and the…

Machine Learning · Computer Science 2026-01-16 Nadav Merlis

While off-policy temporal difference (TD) methods have widely been used in reinforcement learning due to their efficiency and simple implementation, their Bayesian counterparts have not been utilized as frequently. One reason is that the…

Machine Learning · Computer Science 2019-10-25 Heejin Jeong , Clark Zhang , George J. Pappas , Daniel D. Lee

Reinforcement learning algorithms in multi-agent systems deliver highly resilient and adaptable solutions for common problems in telecommunications,aerospace, and industrial robotics. However, achieving an optimal global goal remains a…

Multiagent Systems · Computer Science 2021-05-18 Changgang Zheng , Shufan Yang , Juan Parra-Ullauri , Antonio Garcia-Dominguez , Nelly Bencomo

The use of target networks in deep reinforcement learning is a widely popular solution to mitigate the brittleness of semi-gradient approaches and stabilize learning. However, target networks notoriously require additional memory and delay…

Machine Learning · Computer Science 2026-03-02 Théo Vincent , Yogesh Tripathi , Tim Faust , Abdullah Akgül , Yaniv Oren , Melih Kandemir , Jan Peters , Carlo D'Eramo

While reinforcement learning algorithms provide automated acquisition of optimal policies, practical application of such methods requires a number of design decisions, such as manually designing reward functions that not only define the…

Machine Learning · Computer Science 2022-12-29 Tim G. J. Rudner , Vitchyr H. Pong , Rowan McAllister , Yarin Gal , Sergey Levine

Exploration is a crucial and distinctive aspect of reinforcement learning (RL) that remains a fundamental open problem. Several methods have been proposed to tackle this challenge. Commonly used methods inject random noise directly into the…

Machine Learning · Computer Science 2024-11-06 Sebastian Griesbach , Carlo D'Eramo

Regularized Markov Decision Processes serve as models of sequential decision making under uncertainty wherein the decision maker has limited information processing capacity and/or aversion to model ambiguity. With functional approximation,…

Artificial Intelligence · Computer Science 2025-02-11 Jiachen Xi , Alfredo Garcia , Petar Momcilovic

This paper delves into recent advancements in Quantum Reinforcement Learning (QRL), particularly focusing on non-commutative environments, which represent uncharted territory in this field. Our research endeavors to redefine the boundaries…

Quantum Physics · Physics 2024-06-12 Shubhayan Ghosal

In deep reinforcement learning, policy optimization methods need to deal with issues such as function approximation and the reuse of off-policy data. Standard policy gradient methods do not handle off-policy data well, leading to premature…

Machine Learning · Computer Science 2025-01-28 Qing Wang , Yingru Li , Jiechao Xiong , Tong Zhang

Offline reinforcement learning (RL) faces a significant challenge of distribution shift. Model-free offline RL penalizes the Q value for out-of-distribution (OOD) data or constrains the policy closed to the behavior policy to tackle this…

Machine Learning · Computer Science 2024-04-18 Xiao-Yin Liu , Xiao-Hu Zhou , Guotao Li , Hao Li , Mei-Jiang Gui , Tian-Yu Xiang , De-Xing Huang , Zeng-Guang Hou

We study reinforcement learning for global decision-making in the presence of local agents, where the global decision-maker makes decisions affecting all local agents, and the objective is to learn a policy that maximizes the joint rewards…

Machine Learning · Computer Science 2024-10-24 Emile Anand , Guannan Qu